BNP Paribas Call 55 NAQ 20.12.2024
/ DE000PE89HM8
BNP Paribas Call 55 NAQ 20.12.202.../ DE000PE89HM8 /
8/16/2024 8:44:55 AM |
Chg.+0.05 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.47EUR |
+3.52% |
- Bid Size: - |
- Ask Size: - |
NASDAQ INC. DL... |
55.00 - |
12/20/2024 |
Call |
Master data
WKN: |
PE89HM |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NASDAQ INC. DL -,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
55.00 - |
Maturity: |
12/20/2024 |
Issue date: |
2/16/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.92 |
Intrinsic value: |
0.83 |
Implied volatility: |
0.68 |
Historic volatility: |
0.18 |
Parity: |
0.83 |
Time value: |
0.61 |
Break-even: |
69.40 |
Moneyness: |
1.15 |
Premium: |
0.10 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.72 |
Theta: |
-0.04 |
Omega: |
3.17 |
Rho: |
0.11 |
Quote data
Open: |
1.47 |
High: |
1.47 |
Low: |
1.47 |
Previous Close: |
1.42 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.53% |
1 Month |
|
|
+58.06% |
3 Months |
|
|
+56.38% |
YTD |
|
|
+81.48% |
1 Year |
|
|
+149.15% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.47 |
1.32 |
1M High / 1M Low: |
1.47 |
0.87 |
6M High / 6M Low: |
1.47 |
0.56 |
High (YTD): |
8/16/2024 |
1.47 |
Low (YTD): |
2/21/2024 |
0.56 |
52W High: |
8/16/2024 |
1.47 |
52W Low: |
10/3/2023 |
0.36 |
Avg. price 1W: |
|
1.39 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.16 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.87 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.73 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
185.99% |
Volatility 6M: |
|
107.32% |
Volatility 1Y: |
|
104.03% |
Volatility 3Y: |
|
- |